In order to make full use of the information provided in the physical reservoirs, including the production history and environmental conditions, the whole life cycle of reservoir discovery and recovery should be considered when mapping in the virtual space. A new concept of reservoir digital twin and the exploratory multi-scale framework is proposed in this paper, covering a wide range of engineering processes related with the reservoirs, including the drainage, sorption and phase change in the reservoirs, as well as extended processes like injection, transportation and on-field processing. The mathematical tool package for constructing the numerical description in the digital space for various engineering processes in the physical space is equipped with certain advanced models and algorithms developed by ourselves. For a macroscopic flow problem, we can model it either in the Navier-Stokes scheme, suitable for the injection, transportation and oil-water separation processes, or in the Darcy scheme, suitable for the drainage and sorption processes. Lattice Boltzmann method can also be developed as a special discretization of the Navier-Stokes scheme, which is easy to be coupled with multiple distributions, for example, temperature field, and a rigorous Chapman-Enskog expansion is performed to show the equivalence between the lattice Bhatnagar-Gross-Krook formulation and the corresponding Navier-Stokes equations and other macroscopic models. Based on the mathematical toolpackage, for various practical applications in petroleum engineering related with reservoirs, we can always find the suitable numerical tools to construct a digital twin to simulate the operations, design the facilities and optimize the processes. Cited as: Zhang, T., Sun, S. An exploratory multi-scale framework to reservoir digital twin. Advances in Geo-Energy Research, 2021, 5(3): 239-251, doi: 10.46690/ager.2021.03.02